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Related papers: Algorithms for Computing the Petz-Augustin Capacit…

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We study the computation of the Petz-Augustin mean of order $\alpha \in (0,1) \cup (1,\infty)$, defined as the minimizer of a weighted sum of $n$ Petz-R\'enyi divergences of order $\alpha$ over the set of $d$-by-$d$ quantum states, where…

Quantum Physics · Physics 2025-07-17 Chun-Neng Chu , Wei-Fu Tseng , Yen-Huan Li

By the seminal paper of Claude Shannon \cite{Shannon48}, the computation of the capacity of a discrete memoryless channel has been considered as one of the most important and fundamental problems in Information Theory. Nearly 50 years ago,…

Information Theory · Computer Science 2025-07-22 Michail Fasoulakis , Konstantinos Varsos , Apostolos Traganitis

The Blahut-Arimoto algorithm is a well-known method to compute classical channel capacities and rate-distortion functions. Recent works have extended this algorithm to compute various quantum analogs of these quantities. In this paper, we…

Information Theory · Computer Science 2024-06-10 Kerry He , James Saunderson , Hamza Fawzi

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

We propose a Riemannian gradient descent with the Poincar\'e metric to compute the order-$\alpha$ Augustin information, a widely used quantity for characterizing exponential error behaviors in information theory. We prove that the algorithm…

Information Theory · Computer Science 2024-05-10 Guan-Ren Wang , Chung-En Tsai , Hao-Chung Cheng , Yen-Huan Li

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

Optimization and Control · Mathematics 2021-09-16 Sergey Guminov , Pavel Dvurechensky , Nazarii Tupitsa , Alexander Gasnikov

Classical analysis of convex and non-convex optimization methods often requires the Lipshitzness of the gradient, which limits the analysis to functions bounded by quadratics. Recent work relaxed this requirement to a non-uniform smoothness…

Optimization and Control · Mathematics 2023-11-06 Haochuan Li , Jian Qian , Yi Tian , Alexander Rakhlin , Ali Jadbabaie

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

Optimization and Control · Mathematics 2015-06-30 Sébastien Bubeck , Yin Tat Lee , Mohit Singh

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

Optimization and Control · Mathematics 2024-08-29 X. Zuo , S. Osher , W. Li

The measured relative entropy and measured R\'enyi relative entropy are quantifiers of the distinguishability of two quantum states $\rho$ and $\sigma$. They are defined as the maximum classical relative entropy or R\'enyi relative entropy…

Quantum Physics · Physics 2025-11-25 Zixin Huang , Mark M. Wilde

We propose a new family of subgradient- and gradient-based methods which converges with optimal complexity for convex optimization problems whose feasible region is simple enough. This includes cases where the objective function is…

Optimization and Control · Mathematics 2016-08-19 Masaru Ito , Mituhiro Fukuda

Recent advances in Rate-Distortion-Perception (RDP) theory highlight the importance of balancing compression level, reconstruction quality, and perceptual fidelity. While previous work has explored numerical approaches to approximate the…

Information Theory · Computer Science 2025-08-20 Chunhui Chen , Linyi Chen , Xueyan Niu , Hao Wu

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Optimization and Control · Mathematics 2026-03-30 Paul Dobson , Jesus María Sanz-Serna , Konstantinos C. Zygalakis

We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…

Optimization and Control · Mathematics 2019-10-29 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…

Optimization and Control · Mathematics 2020-01-07 Ashia Wilson , Lester Mackey , Andre Wibisono

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Optimization and Control · Mathematics 2016-07-05 Quoc Tran-Dinh

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

We propose two modified versions of the classical gradient ascent method to compute the capacity of finite-state channels with Markovian inputs. For the case that the channel mutual information is strongly concave in a parameter taking…

Information Theory · Computer Science 2020-06-09 Chengyu Wu , Guangyue Han , Venkat Anantharam , Brian Marcus

We study the problem of computing the capacity of a discrete memoryless channel under uncertainty affecting the channel law matrix, and possibly with a constraint on the average cost of the input distribution. The problem has been…

Information Theory · Computer Science 2018-05-28 Krzysztof Postek , Aharon Ben-Tal
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